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A Markov chain {s}... with state space N={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) | (1,2) | (1,3) (2,1) | (2,2) S+1 _(2,3) (3,1) (3,2) (3,3) 2 1 1 1 1 1 3 1 3 3 3 4 3 2 1 3 3 2 7 2 2 8 2 2 1 3 10 3 2 11 2 12 1 2 13 2 1. 14 1 3 15 3 16 1 Number of frequencies : 1 1 2 3 2 1 3 1 91 92 93 a determine the transition frequency matrix 0- 2 021 °22 °23 (31 °32 °33, 1 A1 P12 P13 b. determine the estimated transition probability matrix| P= 2 p,, P22 P23 P31 P32 P33,

A Markov chain {s}... with state space N={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) | (1,2) | (1,3) (2,1) | (2,2) S+1 _(2,3) (3,1) (3,2) (3,3) 2 1 1 1 1 1 3 1 3 3 3 4 3 2 1 3 3 2 7 2 2 8 2 2 1 3 10 3 2 11 2 12 1 2 13 2 1. 14 1 3 15 3 16 1 Number of frequencies : 1 1 2 3 2 1 3 1 91 92 93 a determine the transition frequency matrix 0- 2 021 °22 °23 (31 °32 °33, 1 A1 P12 P13 b. determine the estimated transition probability matrix| P= 2 p,, P22 P23 P31 P32 P33,

Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter4: Vector Spaces
Section4.7: Cooridinates And Change Of Basis
Problem 58E
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A Markov chain {s} with state space n={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) (1,2) (1,3) (2,1) (2,2) (2,3) (3.1) (3,2) (3,3) t S: S+1 2 1 1. 1 1 1 1 1 3 1 3 3 3 4 3 1. 2 3 1. 2 1 7 2 2 1. 8 2 2 1 9 2 3 1. 10 3 11 1 1 12 1 1. 13 1 1. 14 1. 1. 15 3 1. 1. 16 1. Number of frequencies : 1 3. 2 2 1 1 1 1 a. determine the transition frequency matrix O= 2 12 93 021 022 °23 %3D 31 °32 °33) 1 P1 P12 P13 b. determine the estimated transition probability matrixP= 2 P21 P22 P23 3 P31 P32 P33)
Transcribed Image Text:A Markov chain {s} with state space n={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) (1,2) (1,3) (2,1) (2,2) (2,3) (3.1) (3,2) (3,3) t S: S+1 2 1 1. 1 1 1 1 1 3 1 3 3 3 4 3 1. 2 3 1. 2 1 7 2 2 1. 8 2 2 1 9 2 3 1. 10 3 11 1 1 12 1 1. 13 1 1. 14 1. 1. 15 3 1. 1. 16 1. Number of frequencies : 1 3. 2 2 1 1 1 1 a. determine the transition frequency matrix O= 2 12 93 021 022 °23 %3D 31 °32 °33) 1 P1 P12 P13 b. determine the estimated transition probability matrixP= 2 P21 P22 P23 3 P31 P32 P33)
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